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1   /*
2    * Licensed to the Apache Software Foundation (ASF) under one or more
3    * contributor license agreements.  See the NOTICE file distributed with
4    * this work for additional information regarding copyright ownership.
5    * The ASF licenses this file to You under the Apache License, Version 2.0
6    * (the "License"); you may not use this file except in compliance with
7    * the License.  You may obtain a copy of the License at
8    *
9    *      http://www.apache.org/licenses/LICENSE-2.0
10   *
11   * Unless required by applicable law or agreed to in writing, software
12   * distributed under the License is distributed on an "AS IS" BASIS,
13   * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
14   * See the License for the specific language governing permissions and
15   * limitations under the License.
16   */
17  package org.apache.commons.math3.optim.univariate;
18  
19  import org.apache.commons.math3.util.FastMath;
20  import org.apache.commons.math3.exception.NotStrictlyPositiveException;
21  import org.apache.commons.math3.optim.AbstractConvergenceChecker;
22  
23  /**
24   * Simple implementation of the
25   * {@link org.apache.commons.math3.optimization.ConvergenceChecker} interface
26   * that uses only objective function values.
27   *
28   * Convergence is considered to have been reached if either the relative
29   * difference between the objective function values is smaller than a
30   * threshold or if either the absolute difference between the objective
31   * function values is smaller than another threshold.
32   * <br/>
33   * The {@link #converged(int,UnivariatePointValuePair,UnivariatePointValuePair)
34   * converged} method will also return {@code true} if the number of iterations
35   * has been set (see {@link #SimpleUnivariateValueChecker(double,double,int)
36   * this constructor}).
37   *
38   * @since 3.1
39   */
40  public class SimpleUnivariateValueChecker
41      extends AbstractConvergenceChecker<UnivariatePointValuePair> {
42      /**
43       * If {@link #maxIterationCount} is set to this value, the number of
44       * iterations will never cause
45       * {@link #converged(int,UnivariatePointValuePair,UnivariatePointValuePair)}
46       * to return {@code true}.
47       */
48      private static final int ITERATION_CHECK_DISABLED = -1;
49      /**
50       * Number of iterations after which the
51       * {@link #converged(int,UnivariatePointValuePair,UnivariatePointValuePair)}
52       * method will return true (unless the check is disabled).
53       */
54      private final int maxIterationCount;
55  
56      /** Build an instance with specified thresholds.
57       *
58       * In order to perform only relative checks, the absolute tolerance
59       * must be set to a negative value. In order to perform only absolute
60       * checks, the relative tolerance must be set to a negative value.
61       *
62       * @param relativeThreshold relative tolerance threshold
63       * @param absoluteThreshold absolute tolerance threshold
64       */
65      public SimpleUnivariateValueChecker(final double relativeThreshold,
66                                          final double absoluteThreshold) {
67          super(relativeThreshold, absoluteThreshold);
68          maxIterationCount = ITERATION_CHECK_DISABLED;
69      }
70  
71      /**
72       * Builds an instance with specified thresholds.
73       *
74       * In order to perform only relative checks, the absolute tolerance
75       * must be set to a negative value. In order to perform only absolute
76       * checks, the relative tolerance must be set to a negative value.
77       *
78       * @param relativeThreshold relative tolerance threshold
79       * @param absoluteThreshold absolute tolerance threshold
80       * @param maxIter Maximum iteration count.
81       * @throws NotStrictlyPositiveException if {@code maxIter <= 0}.
82       *
83       * @since 3.1
84       */
85      public SimpleUnivariateValueChecker(final double relativeThreshold,
86                                          final double absoluteThreshold,
87                                          final int maxIter) {
88          super(relativeThreshold, absoluteThreshold);
89  
90          if (maxIter <= 0) {
91              throw new NotStrictlyPositiveException(maxIter);
92          }
93          maxIterationCount = maxIter;
94      }
95  
96      /**
97       * Check if the optimization algorithm has converged considering the
98       * last two points.
99       * This method may be called several time from the same algorithm
100      * iteration with different points. This can be detected by checking the
101      * iteration number at each call if needed. Each time this method is
102      * called, the previous and current point correspond to points with the
103      * same role at each iteration, so they can be compared. As an example,
104      * simplex-based algorithms call this method for all points of the simplex,
105      * not only for the best or worst ones.
106      *
107      * @param iteration Index of current iteration
108      * @param previous Best point in the previous iteration.
109      * @param current Best point in the current iteration.
110      * @return {@code true} if the algorithm has converged.
111      */
112     @Override
113     public boolean converged(final int iteration,
114                              final UnivariatePointValuePair previous,
115                              final UnivariatePointValuePair current) {
116         if (maxIterationCount != ITERATION_CHECK_DISABLED && iteration >= maxIterationCount) {
117             return true;
118         }
119 
120         final double p = previous.getValue();
121         final double c = current.getValue();
122         final double difference = FastMath.abs(p - c);
123         final double size = FastMath.max(FastMath.abs(p), FastMath.abs(c));
124         return difference <= size * getRelativeThreshold() ||
125             difference <= getAbsoluteThreshold();
126     }
127 }